Anic Equity¶

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Anic Portfolio¶

Today¶

Return: -0.062 %¶

This Week¶

Return: -1.06 %¶

Total¶

Return: 55.193 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 2.660000 3090.000000 163.000000 5.570000 2927.000000
HEBA B 70 0.130000 2793.000000 157.000000 5.960000 2636.000010
HMS Networks 2 15.910000 801.600000 128.600000 19.110000 673.000000
SAAB B 8 1.360000 3454.400000 77.400000 2.290000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 0.940000 395.700000 40.700000 11.460000 355.000000
MedCap 2 -0.430000 459.000000 38.000000 9.030000 421.000000
Boozt 12 1.220000 1688.400000 34.400000 2.080000 1653.999996
Corem Property Group B 59 -1.150000 610.060000 33.060000 5.730000 576.999999
AcadeMedia 12 -0.980000 579.840000 22.840000 4.100000 557.000004
Intrum 4 3.470000 548.600000 21.600000 4.100000 527.000000
Resurs Holding 22 -1.240000 594.440000 20.440000 3.560000 573.999998
Eastnine 4 0.640000 505.600000 14.600000 2.970000 491.000000
Swedbank A 3 -0.490000 576.900000 12.900000 2.290000 564.000000
Fastighetsbolag. Emilshus Pref 21 -0.550000 572.250000 10.250000 1.820000 562.000005
Securitas B 6 0.170000 579.720000 9.720000 1.710000 570.000000
OEM International B 7 0.000000 537.600000 9.600000 1.820000 527.999997
Nordea Bank Abp 29 -0.180000 3462.600000 8.600000 0.250000 3453.999992
Norva24 Group 16 0.760000 550.400000 7.400000 1.360000 543.000000
Karnov Group 9 0.000000 540.900000 4.900000 0.910000 536.000004
Creaspac SPAC 6 0.520000 580.200000 3.200000 0.550000 577.000002
Coor Service Management Hold. 8 0.000000 535.200000 3.200000 0.600000 532.000000
Samhällsbyggnadsbo. i Norden D 12 0.580000 249.120000 3.120000 1.270000 246.000000
Handelsbanken A 5 -0.090000 539.250000 -6.750000 -1.240000 546.000000
CTEK 13 -0.690000 525.460000 -8.540000 -1.600000 533.999999
Midsona B 63 1.570000 570.150000 -12.850000 -2.200000 582.999984
Essity B 2 -3.510000 539.600000 -34.400000 -5.990000 574.000000
International Petroleum Corp. 5 -0.270000 551.000000 -43.570000 -7.330000 594.565215
Vivesto 1368 2.050000 544.460000 -68.540000 -11.180000 612.999432
Essity A 4 -3.580000 1078.000000 -71.000000 -6.180000 1149.000000
Sampo Oyj SDB 7 -1.100000 3773.000000 -77.000000 -2.000000 3850.000000
Beijer Electronics Group 26 -8.610000 2870.400000 -100.600000 -3.390000 2971.000006
Fasadgruppen Group 35 0.190000 3640.000000 -171.000000 -4.490000 3810.999990
OX2 18 1.600000 1425.600000 -238.400000 -14.330000 1663.999992
Axfood 13 -2.800000 3476.200000 -279.800000 -7.450000 3756.000001
Ovzon 52 0.380000 2771.600000 -590.400000 -17.560000 3361.999992
TOTAL 46010.250000 -878.320000 -2.51833% 46888.564618

Updated:¶

'2023-01-26 15:12:16.751966'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶